My first character death was my first Elf character (back when Elf was a class).
Silverleaf was killed by an assassin's blade. Never saw it coming.
I remember at the time thinking "well, I guess takes care of that lame character".
But later I was a little bummed, I had been playing him for a bit.
I got over fairly quickly with a swift progression of character deaths including my only other Elf character, a dwarf and one of my thieves. Life was cheap back in those days. My Dwarf, Creeper, died due to one of those awful traps from Grimtooth's Traps books. Their death dates are listed as June 1982 on the sheets. He was followed in Death by Arendil (Elf), Rad (Cleric) and Roscoe (thief). I then burned through something like 10 characters during the "Winter 1984" sessions. No exact dates, but a lot of them were classes that came from early Dragon magazines, I saw a lot of "Spies", "Bandits" and "Samurai". It was also obvious that this must have coincided with my switch over to full AD&D.
I have kept all my "dead" characters. I have a folder called "The Graveyard". I figured if I ever needed an NPC I could pull one of them out.
Bring out your dead!